+22,327.1%
ADBE vs NOC
+16,458.4%
+5,868.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -5.9% |
| 7D | -8.6% | -5.2% | -3.4% | -6.9% |
| 30D | +2.8% | -7.2% | +10.0% | +5.4% |
| 3M | +3.1% | -5.1% | +8.2% | +4.7% |
| 6M | -2.4% | -31.1% | +28.7% | +9.9% |
| YTD | -23.9% | -8.6% | -15.3% | -22.8% |
| 1Y | -22.6% | -9.7% | -12.9% | -21.3% |
| 3Y | -52.7% | +24.3% | -77.0% | -58.3% |
| 5Y | -60.0% | +52.6% | -112.6% | -68.3% |
| 10Y | +157.3% | +183.6% | -26.3% | +57.7% |
| All | +22,327.1% | +16,458.4% | +5,868.7% | +3,279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling